+104.9%
CB vs FLUT
-47.0%
+151.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | +0.1% |
| 7D | -1.0% | +4.5% | -5.6% | -1.3% |
| 30D | +7.3% | +9.2% | -1.9% | +6.6% |
| 3M | +7.0% | -13.7% | +20.7% | +7.9% |
| 6M | +16.3% | -9.0% | +25.4% | +16.6% |
| YTD | +19.7% | -60.2% | +80.0% | +26.8% |
| 1Y | +27.8% | -63.1% | +90.9% | +35.9% |
| 3Y | +72.0% | -42.5% | +114.5% | +74.1% |
| 5Y | +104.9% | -47.6% | +152.4% | +100.8% |
| All | +104.9% | -47.0% | +151.8% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling